Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios
Year of publication: |
2012-02
|
---|---|
Authors: | Nirei, Makoto ; Stamatiou, Theodoros ; Sushko, Vladyslav |
Institutions: | Bank for International Settlements (BIS) |
Subject: | Stochastic Behavior | Herding | Interacting Agents | Fat Tails |
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